E-mini S&P 500 Future December 2021

Trading Metrics calculated at close of trading on 04-Nov-2021

Day Change Summary
	Previous	Current
	03-Nov-2021	04-Nov-2021	Change	Change %	Previous Week
Open	4,621.25	4,651.50	30.25	0.7%	4,528.75
High	4,657.00	4,676.25	19.25	0.4%	4,603.50
Low	4,613.00	4,650.75	37.75	0.8%	4,522.50
Close	4,652.25	4,673.25	21.00	0.5%	4,597.00
Range	44.00	25.50	-18.50	-42.0%	81.00
ATR	47.25	45.70	-1.55	-3.3%	0.00
Volume	1,074,650	1,169,886	95,236	8.9%	6,166,023

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,743.25	4,733.75	4,687.25
R3	4,717.75	4,708.25	4,680.25
R2	4,692.25	4,692.25	4,678.00
R1	4,682.75	4,682.75	4,675.50	4,687.50
PP	4,666.75	4,666.75	4,666.75	4,669.00
S1	4,657.25	4,657.25	4,671.00	4,662.00
S2	4,641.25	4,641.25	4,668.50
S3	4,615.75	4,631.75	4,666.25
S4	4,590.25	4,606.25	4,659.25

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	4,817.25	4,788.25	4,641.50
R3	4,736.25	4,707.25	4,619.25
R2	4,655.25	4,655.25	4,611.75
R1	4,626.25	4,626.25	4,604.50	4,640.75
PP	4,574.25	4,574.25	4,574.25	4,581.50
S1	4,545.25	4,545.25	4,589.50	4,559.75
S2	4,493.25	4,493.25	4,582.25
S3	4,412.25	4,464.25	4,574.75
S4	4,331.25	4,383.25	4,552.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,676.25	4,559.25	117.00	2.5%	36.00	0.8%	97%	True	False	1,142,953
10	4,676.25	4,515.25	161.00	3.4%	36.75	0.8%	98%	True	False	1,177,817
20	4,676.25	4,317.25	359.00	7.7%	41.50	0.9%	99%	True	False	1,181,429
40	4,676.25	4,260.00	416.25	8.9%	56.75	1.2%	99%	True	False	1,541,977
60	4,676.25	4,260.00	416.25	8.9%	50.50	1.1%	99%	True	False	1,042,842
80	4,676.25	4,214.25	462.00	9.9%	47.75	1.0%	99%	True	False	782,799
100	4,676.25	4,117.00	559.25	12.0%	46.25	1.0%	99%	True	False	626,498
120	4,676.25	4,036.75	639.50	13.7%	44.75	1.0%	100%	True	False	522,117

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.23
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	4,784.50
2.618	4,743.00
1.618	4,717.50
1.000	4,701.75
0.618	4,692.00
HIGH	4,676.25
0.618	4,666.50
0.500	4,663.50
0.382	4,660.50
LOW	4,650.75
0.618	4,635.00
1.000	4,625.25
1.618	4,609.50
2.618	4,584.00
4.250	4,542.50

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	4,670.00	4,660.50
PP	4,666.75	4,647.50
S1	4,663.50	4,634.75

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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